Related papers: Transportation-cost inequalities for non-linear Ga…
The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…
Reliable calculations of financial risk require that the fat-tailed nature of prices changes is included in risk measures. To this end, a non-Gaussian approach to financial risk management is presented, modeling the power-law tails of the…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
The fluid in global equilibrium must fulfill some constraints. These constraints can be derived from quantum statistical theory or kinetic theory. In this paper we will show that how these constraints can be applied to determine the…
Motivated by Talagrand's conjecture on regularization properties of the natural semigroup on the Boolean hypercube, and in particular its continuous analogue involving regularization properties of the Ornstein-Uhlenbeck semigroup acting on…
We develop a transport-entropy framework for Gaussian concentration inequalities on the infinite product space $S^{\mathbb Z^d}$, where $S$ is a finite set, in which sensitivity is measured by the $\ell^2$-norm of local oscillations. We…
The properties of the nonextensive parameter q and the Tsallis distribution for self-gravitating systems are studied. A mathematical expression of q is deduced based on the generalized Boltzmann equation, the q-H theorem and the generalized…
We extend the De Giorgi-Nash-Moser theory to a class of nonlocal hypoelliptic equations arising naturally in kinetic theory, in which a first-order transport operator is coupled with an elliptic nonlocal operator involving fractional…
Inequalities between transportation costs and Fisher information are known to characterize certain concentration properties of Markov processes around their invariant measures. This note provides a new characterization of the quadratic…
This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections…
The stability of solutions to optimal transport problems under variation of the measures is fundamental from a mathematical viewpoint: it is closely related to the convergence of numerical approaches to solve optimal transport problems and…
We introduce a transport-majorization argument that establishes a majorization in the convex order between two densities, based on control of the gradient of a transportation map between them. As applications, we give elementary derivations…
We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences.…
We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…
We derive equations for fluid dynamics from a non-extensive Boltzmann transport equation consistent with Tsallis' non-extensive entropy formula. We evaluate transport coefficients employing the relaxation time approximation and investigate…
Deriving macroscopic phenomenological laws of irreversible thermodynamics from simple microscopic models is one of the tasks of non-equilibrium statistical mechanics. We consider stationary energy transport in crystals with reference to…
The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…
Ballistic transportation introduces new challenges in the thermodynamic properties of a gas of particles. For example, violation of mixing, ergodicity and of the fluctuation-dissipation theorem may occur, since all these processes are…
In the present study we examine non-Gaussian spreading of solutes subject to advection, dispersion and kinetic sorption (adsorption/desorption). We start considering the behavior of a single particle and apply a random walk to describe…
In this article we study generalization of the classical Talagrand transport-entropy inequality in which the Wasserstein distance is replaced by the entropic transportation cost. This class of inequalities has been introduced in the recent…